An Adaptive Procedure for Selecting the Population with Largest Location Parameter
Ronald H. Randles, John S. Ramberg, Robert V. Hogg · Technometrics · 1973
An adaptive procedure for selecting the population with the largest (smallest) location parameter is given. A Monte Carlo sampling study is presented indicating that this procedure performs as well as the means procedure when the underlying distribution is medium tailed like the normal. It is shown to be superior to both the means procedure and the rank sum procedure when the underlying distribution is either very light tailed (e.g., the uniform distribution) or very heavy tailed (e.g., the Cauchy distribution).